In years past, cyclists, skiers, hikers, and runners joined actual clubs—groups that met weekly or monthly to go outside and do things together. Those still exist, but there are also new kinds of organizations for active pursuits today. These modern versions, many of which exist only online, require a membership fee to join, much like the clubs of yesteryear, but you don’t have to show up for 6 A.M. runs on a Saturday. Instead you get deals on trips and gear, along with access to guides, lodging, and other insider perks to chart your own adventure. And you can still go for that early-morning jog if you want.